+66.1%
D vs AHR
+357.7%
-291.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -0.4% | -4.3% | +3.9% | +0.7% |
| 30D | -2.1% | -3.1% | +1.0% | -1.4% |
| 3M | -0.7% | +15.7% | -16.4% | -4.7% |
| 6M | +5.6% | +4.1% | +1.5% | +3.9% |
| YTD | +14.6% | +15.4% | -0.9% | +9.7% |
| 1Y | +15.3% | +28.0% | -12.6% | +7.2% |
| All | +66.1% | +357.7% | -291.6% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling